get_theta_ig: Find Scale Parameter for Inverse Gamma Hyperprior

Description

This function implements a optimisation routine that computes the scale parameter b
of the inverse gamma prior for τ^2 when a=b=ε with ε small
for a given design matrix and prior precision matrix
such that approximately P(|f(x_{k}|≤ c,k=1,…,p)≥ 1-α
When a unequal to a the shape parameter a has to be specified.